+126.0%
DUK vs APA
-2.4%
+128.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.7% | +4.6% | -5.2% | -0.9% |
| 30D | -2.4% | +11.9% | -14.4% | -3.0% |
| 3M | -3.0% | +22.5% | -25.5% | -4.0% |
| 6M | -6.6% | +37.5% | -44.1% | -8.2% |
| YTD | +4.6% | +87.2% | -82.6% | +1.2% |
| 1Y | +1.2% | +101.4% | -100.2% | -2.5% |
| 3Y | +45.7% | +16.9% | +28.8% | +43.0% |
| 5Y | +40.3% | +178.4% | -138.1% | +29.8% |
| All | +126.0% | -2.4% | +128.4% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling